Two of those killed at the Xinjiang station were attackers who had strapped bombs to their bodies, the official People’s Daily website reported.
A gang of knife-wielding attackers hacked at passengers and set off explosives near an exit of South Station in regional capital, Urumqi, late on Wednesday.
The attack came as Mr Xi was wrapping up a tour of the far-western region in which he visited officials and police to highlight security efforts in the area, which faces rising violence from Islamists and separatists.
It followed an attack by knife-wielding men at a railway station in Kunming, south-west China, which left 29 dead and 130 people wounded.
A 57-year-old woman being treated at the Xinjiang Traditional Chinese Medicine Hospital said she had just got off a train to meet her son when the blast went off. “I saw I had shreds of flesh and blood in my hair and on my clothes. It was terrifying,” said the woman.
Another survivor, a man, said the station exit had been crowded when the explosion occurred.
“After the blast, there was chaos. Everyone was panicking,” he said.
Police and firefighters quickly arrived and the injured were taken to hospitals in ambulances and commandeered taxis.
Tensions between Chinese and ethnic Muslim Uighurs in Xinjiang have been simmering for years, particularly since riots in 2009 in Urumqi left nearly 200 people dead, according to official figures.
Beijing blames the violence on agitators based overseas, but has offered little evidence.
It is unclear whether Mr Xi himself was still in the region at the time of the attack.
“At the moment, it is acknowledged to be a terrorist attack. What is yet to be found out is who did this and for what purpose under whose instigation,” the official Xinhua News Agency said. Mr Xi, speaking after the attack, said authorities were in a long-term battle against Xinjiang separatists.
Recent attacks have appeared increasingly organised and have targeted civilians.
“The battle to combat violence and terrorism will not allow even a moment of slackness, and decisive actions must be taken to resolutely suppress the terrorists’ rampant momentum,” Mr Xi said.
Rian Thum, a professor at Loyola University in New Orleans who specialises in Uighur history and issues, said the use of explosives to target civilians “would mark an alarming deviation from previous patterns of Uighur political violence”.
“The attack at the Urumqi train station, if it was carried out by Uighurs, suggests an emerging pattern of more civilian targets and violence on a larger scale,” he said.